Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5300.00 | 121.85 | 55.91 | -54.1% | 13.24 | 43.31 | 227.1% |
| 5350.00 | 84.78 | 33.16 | -60.9% | 26.06 | 70.44 | 170.3% |
| 5396.00 | 56.93 | 18.88 | -66.8% | 44.09 | 102.05 | 131.4% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true); // Edi_Wall (Midpoints)
MostrarPLUS(true); // Fibo 38.2% e 61.8%
MostrarPLUS2(true); // Fibo 23.6% e 76.4%
ModeloFlip(1); // Selecione o modelo de Gamma Flip abaixo
// 1 = Classic
// 2 = Spline
// 1 = Classic (5300.00)
// 2 = Spline (5300.00)
// 3 = HVL (5300.00)
// 4 = HVL Log (5300.00)
// 5 = Sigma Kernel (5300.00)
// 6 = PVOP (5300.00)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5300.00;
if (ModeloFlip = 1) then GammaVal := 5300.00;
if (ModeloFlip = 2) then GammaVal := 5300.00;
if (ModeloFlip = 3) then GammaVal := 5300.00;
if (ModeloFlip = 4) then GammaVal := 5300.00;
if (ModeloFlip = 5) then GammaVal := 5300.00;
if (ModeloFlip = 6) then GammaVal := 5300.00;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirWalls) then
HorizontalLineCustom(5300.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5350.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirRange) then
HorizontalLineCustom(5359.59, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5359.59, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5400.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5400.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (ExibirRange) then
HorizontalLineCustom(5432.41, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5432.41, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (6205.40 > 0) then
HorizontalLineCustom(6205.40, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5325.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5375.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
// Fibonacci 38.2% e 61.8% - Grid Completo
if (MostrarPLUS) then begin
HorizontalLineCustom(5319.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5330.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5369.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5380.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
// Fibonacci 23.6% e 76.4% - Grid Completo
if (MostrarPLUS2) then begin
HorizontalLineCustom(5311.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5338.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5361.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5388.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
end;